ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
116-010 |
116-190 |
0-180 |
0.5% |
115-000 |
| High |
116-210 |
116-190 |
-0-020 |
-0.1% |
116-210 |
| Low |
115-300 |
116-050 |
0-070 |
0.2% |
115-000 |
| Close |
116-200 |
116-060 |
-0-140 |
-0.4% |
116-200 |
| Range |
0-230 |
0-140 |
-0-090 |
-39.1% |
1-210 |
| ATR |
0-163 |
0-162 |
-0-001 |
-0.6% |
0-000 |
| Volume |
2,649 |
4,041 |
1,392 |
52.5% |
8,678 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-200 |
117-110 |
116-137 |
|
| R3 |
117-060 |
116-290 |
116-098 |
|
| R2 |
116-240 |
116-240 |
116-086 |
|
| R1 |
116-150 |
116-150 |
116-073 |
116-125 |
| PP |
116-100 |
116-100 |
116-100 |
116-088 |
| S1 |
116-010 |
116-010 |
116-047 |
115-305 |
| S2 |
115-280 |
115-280 |
116-034 |
|
| S3 |
115-140 |
115-190 |
116-022 |
|
| S4 |
115-000 |
115-050 |
115-303 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-160 |
117-172 |
|
| R3 |
119-130 |
118-270 |
117-026 |
|
| R2 |
117-240 |
117-240 |
116-297 |
|
| R1 |
117-060 |
117-060 |
116-249 |
117-150 |
| PP |
116-030 |
116-030 |
116-030 |
116-075 |
| S1 |
115-170 |
115-170 |
116-151 |
115-260 |
| S2 |
114-140 |
114-140 |
116-103 |
|
| S3 |
112-250 |
113-280 |
116-054 |
|
| S4 |
111-040 |
112-070 |
115-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-210 |
115-110 |
1-100 |
1.1% |
0-220 |
0.6% |
64% |
False |
False |
2,353 |
| 10 |
116-210 |
115-000 |
1-210 |
1.4% |
0-178 |
0.5% |
72% |
False |
False |
2,023 |
| 20 |
116-210 |
113-240 |
2-290 |
2.5% |
0-150 |
0.4% |
84% |
False |
False |
1,393 |
| 40 |
116-210 |
113-150 |
3-060 |
2.7% |
0-106 |
0.3% |
85% |
False |
False |
1,105 |
| 60 |
116-210 |
113-150 |
3-060 |
2.7% |
0-071 |
0.2% |
85% |
False |
False |
738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-145 |
|
2.618 |
117-237 |
|
1.618 |
117-097 |
|
1.000 |
117-010 |
|
0.618 |
116-277 |
|
HIGH |
116-190 |
|
0.618 |
116-137 |
|
0.500 |
116-120 |
|
0.382 |
116-103 |
|
LOW |
116-050 |
|
0.618 |
115-283 |
|
1.000 |
115-230 |
|
1.618 |
115-143 |
|
2.618 |
115-003 |
|
4.250 |
114-095 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-120 |
116-057 |
| PP |
116-100 |
116-053 |
| S1 |
116-080 |
116-050 |
|